-80.4%
LYFT vs MDY
+114.3%
-194.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.9% |
| 7D | -8.4% | -1.9% | -6.5% | -5.8% |
| 30D | -7.6% | -4.6% | -3.0% | -1.2% |
| 3M | +11.7% | -1.2% | +13.0% | +13.7% |
| 6M | +15.1% | +9.2% | +5.9% | +0.9% |
| YTD | -20.9% | +13.1% | -34.0% | -33.8% |
| 1Y | -16.4% | +13.0% | -29.4% | -30.1% |
| 3Y | +35.2% | +49.2% | -14.0% | -21.0% |
| 5Y | -69.4% | +47.2% | -116.6% | -81.1% |
| All | -80.4% | +114.3% | -194.7% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling